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An embedding for the Kesten-Spitzer random walk in random scenery

Endre Csáki·Wolfgang König·Zhan Shi
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Abstract

For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process we construct a coupling with explicit rate of approximation extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis. Furthermore we explicity identify the constant in the law of iterated logarithm.

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Endre Csáki, Wolfgang König, Zhan Shi. 1998-12-31. An embedding for the Kesten-Spitzer random walk in random scenery. https://arxiv.org/abs/math/9812165

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